+1,330.1%
ENB vs CBRE
+1,992.7%
-662.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | 0.0% | -2.8% | +2.8% | +0.5% |
| 30D | +1.4% | +2.2% | -0.8% | +0.8% |
| 3M | -5.2% | -10.1% | +4.9% | -3.8% |
| 6M | -9.9% | -8.0% | -1.9% | -9.2% |
| YTD | +4.7% | -17.6% | +22.2% | +6.8% |
| 1Y | +2.8% | -14.7% | +17.5% | +4.2% |
| 3Y | +71.3% | +80.4% | -9.0% | +51.4% |
| 5Y | +58.6% | +25.9% | +32.7% | +47.3% |
| 10Y | +108.5% | +379.5% | -271.1% | +55.4% |
| All | +1,330.1% | +1,992.7% | -662.6% | +694.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling